128 lines
4.9 KiB
C++
128 lines
4.9 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
|
|
// Copyright 2015 Google Inc. All rights reserved.
|
|
// http://ceres-solver.org/
|
|
//
|
|
// Redistribution and use in source and binary forms, with or without
|
|
// modification, are permitted provided that the following conditions are met:
|
|
//
|
|
// * Redistributions of source code must retain the above copyright notice,
|
|
// this list of conditions and the following disclaimer.
|
|
// * Redistributions in binary form must reproduce the above copyright notice,
|
|
// this list of conditions and the following disclaimer in the documentation
|
|
// and/or other materials provided with the distribution.
|
|
// * Neither the name of Google Inc. nor the names of its contributors may be
|
|
// used to endorse or promote products derived from this software without
|
|
// specific prior written permission.
|
|
//
|
|
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
|
|
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
|
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
|
|
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
|
|
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
|
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
|
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
|
|
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
|
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
|
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
|
|
// POSSIBILITY OF SUCH DAMAGE.
|
|
//
|
|
// Author: sameeragarwal@google.com (Sameer Agarwal)
|
|
|
|
#ifndef CERES_PUBLIC_GRADIENT_PROBLEM_H_
|
|
#define CERES_PUBLIC_GRADIENT_PROBLEM_H_
|
|
|
|
#include "ceres/internal/macros.h"
|
|
#include "ceres/internal/port.h"
|
|
#include "ceres/internal/scoped_ptr.h"
|
|
#include "ceres/local_parameterization.h"
|
|
|
|
namespace ceres {
|
|
|
|
class FirstOrderFunction;
|
|
|
|
// Instances of GradientProblem represent general non-linear
|
|
// optimization problems that must be solved using just the value of
|
|
// the objective function and its gradient. Unlike the Problem class,
|
|
// which can only be used to model non-linear least squares problems,
|
|
// instances of GradientProblem not restricted in the form of the
|
|
// objective function.
|
|
//
|
|
// Structurally GradientProblem is a composition of a
|
|
// FirstOrderFunction and optionally a LocalParameterization.
|
|
//
|
|
// The FirstOrderFunction is responsible for evaluating the cost and
|
|
// gradient of the objective function.
|
|
//
|
|
// The LocalParameterization is responsible for going back and forth
|
|
// between the ambient space and the local tangent space. (See
|
|
// local_parameterization.h for more details). When a
|
|
// LocalParameterization is not provided, then the tangent space is
|
|
// assumed to coincide with the ambient Euclidean space that the
|
|
// gradient vector lives in.
|
|
//
|
|
// Example usage:
|
|
//
|
|
// The following demonstrate the problem construction for Rosenbrock's function
|
|
//
|
|
// f(x,y) = (1-x)^2 + 100(y - x^2)^2;
|
|
//
|
|
// class Rosenbrock : public ceres::FirstOrderFunction {
|
|
// public:
|
|
// virtual ~Rosenbrock() {}
|
|
//
|
|
// virtual bool Evaluate(const double* parameters,
|
|
// double* cost,
|
|
// double* gradient) const {
|
|
// const double x = parameters[0];
|
|
// const double y = parameters[1];
|
|
//
|
|
// cost[0] = (1.0 - x) * (1.0 - x) + 100.0 * (y - x * x) * (y - x * x);
|
|
// if (gradient != NULL) {
|
|
// gradient[0] = -2.0 * (1.0 - x) - 200.0 * (y - x * x) * 2.0 * x;
|
|
// gradient[1] = 200.0 * (y - x * x);
|
|
// }
|
|
// return true;
|
|
// };
|
|
//
|
|
// virtual int NumParameters() const { return 2; };
|
|
// };
|
|
//
|
|
// ceres::GradientProblem problem(new Rosenbrock());
|
|
class CERES_EXPORT GradientProblem {
|
|
public:
|
|
// Takes ownership of the function.
|
|
explicit GradientProblem(FirstOrderFunction* function);
|
|
|
|
// Takes ownership of the function and the parameterization.
|
|
GradientProblem(FirstOrderFunction* function,
|
|
LocalParameterization* parameterization);
|
|
|
|
int NumParameters() const;
|
|
int NumLocalParameters() const;
|
|
|
|
// This call is not thread safe.
|
|
bool Evaluate(const double* parameters, double* cost, double* gradient) const;
|
|
bool Plus(const double* x, const double* delta, double* x_plus_delta) const;
|
|
|
|
private:
|
|
internal::scoped_ptr<FirstOrderFunction> function_;
|
|
internal::scoped_ptr<LocalParameterization> parameterization_;
|
|
internal::scoped_array<double> scratch_;
|
|
};
|
|
|
|
// A FirstOrderFunction object implements the evaluation of a function
|
|
// and its gradient.
|
|
class CERES_EXPORT FirstOrderFunction {
|
|
public:
|
|
virtual ~FirstOrderFunction() {}
|
|
// cost is never NULL. gradient may be null.
|
|
virtual bool Evaluate(const double* const parameters,
|
|
double* cost,
|
|
double* gradient) const = 0;
|
|
virtual int NumParameters() const = 0;
|
|
};
|
|
|
|
} // namespace ceres
|
|
|
|
#endif // CERES_PUBLIC_GRADIENT_PROBLEM_H_
|